Uncertainty analysis on extreme value analysis of significant wave height at eastern coast of Korea SCIE SCOPUS

Cited 4 time in WEB OF SCIENCE Cited 4 time in Scopus
Title
Uncertainty analysis on extreme value analysis of significant wave height at eastern coast of Korea
Author(s)
Kim, Sang Ug; Kim, Gunwoo; Jeong, Weon Mu; Jun, Kicheon
KIOST Author(s)
Jeong, Weon Mu(정원무)Jun, Ki Cheon(전기천)
Publication Year
2013-06
Abstract
In this study, we considered the problem of estimating long-term predictions of design wave height based on the observation data collected over 10-15 years along the eastern-coast of the Korean peninsula. We adopted a method that combines Bayesian method and extreme value theory. The conventional frequency analysis methods must be reconsidered in two ways. First, the conventional probability distributions used in the frequency analysis should be evaluated to determine whether they can accurately model the variation in extreme values. Second, the uncertainty in the frequency analysis should also be quantified. Therefore, we performed a comparative study of the Gumbel distribution and GEV distribution to show the higher efficiency of the latter. Further, we compared the Bayesian MCMC (Markov Chain Monte Carlo) scheme and the MLE (Maximum Likelihood Estimation) with asymptotic normal approximation for parameter estimation to confirm the advantage of the Bayesian MCMC with respect to uncertainty analysis. (C) 2013 Published by Elsevier Ltd.
ISSN
0141-1187
URI
https://sciwatch.kiost.ac.kr/handle/2020.kiost/3187
DOI
10.1016/j.apor.2013.02.001
Bibliographic Citation
APPLIED OCEAN RESEARCH, v.41, pp.19 - 27, 2013
Publisher
ELSEVIER SCI LTD
Subject
BAYESIAN-ANALYSIS; PARAMETER-ESTIMATION; MODELS; INFORMATION; INFERENCE; ALGORITHM; EVENTS
Keywords
Frequency analysis; Extreme value; Bayesian MCMC; MLE
Type
Article
Language
English
Document Type
Article
Publisher
ELSEVIER SCI LTD
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